bef55c1dd1
enhanced model_diagnostics to deal with bytecode and blocks
2012-05-26 20:50:17 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
629673199e
starting implementation of transformed variables to replace arguments
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of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
f36f76760a
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
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(complement to commit cd0bc28e
2012-05-21 18:34:10 +02:00
dc5a952bd9
Merge remote-tracking branch 'jpfeifer/master'
2012-05-21 18:33:25 +02:00
3806813feb
Improve description of 3rd/4th prior params
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Thanks to J. Pfeifer for suggesting the text
2012-05-21 18:16:19 +02:00
c6fd17bc30
print residuals when steady fails. Printing steady state or residuals
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is controlled by options_.noprint
2012-05-20 21:36:29 +02:00
57861e22d9
resid: print residuals even if a *_steadystate.m file reports an error
2012-05-20 21:35:34 +02:00
e63c41184c
bytecode: removing debuging message
2012-05-20 14:37:30 +02:00
d81c2d61a0
fixing homotopy
2012-05-20 14:22:46 +02:00
d064db34ab
Cleaning homotopy1. Removing globals from homotopy3. Now it returns
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last successful values when it fails
2012-05-20 08:47:54 +02:00
6b100d3dbe
fixes the correction of the Jacobian when encountering complex
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numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
cad26f60fa
update manual to take into account previous commit
2012-05-17 18:08:28 +02:00
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
cd0bc28e7c
Fixed bug in getPowerDeriv.m where the nth derivative of 0^n evaluated to 0 instead of n!
2012-05-17 09:10:54 +02:00
6868e81b16
Source tarball in POSIX 2011 with xz compression format
2012-05-16 21:45:46 +02:00
91e041d704
Add unit test for purely forward models
2012-05-15 18:38:00 +02:00
61aacd92e8
Fix crash in solver for purely forward models
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Thanks to J. Pfeifer for pointing this
2012-05-15 18:37:17 +02:00
95e938e5fb
Add dummy dr.eigval and dr.rank in case of purely forward model
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This is necessary to avoid an outright crash in check.m
2012-05-15 18:31:53 +02:00
0ef23e5ae3
fixes bug for stochastic backward models. Still, only order==1 is
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currently possible.
2012-05-14 22:10:10 +02:00
c0ffcf7fd8
Fix problem with smoother where original data series was not plotted
2012-05-11 19:58:16 +02:00
6585b8ef17
Take care of cases where steady state file updates some but not all parameters that are NaN.
2012-05-11 18:16:23 +02:00
b846c1e50f
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2012-05-11 18:12:11 +02:00
0402006530
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-11 09:34:46 +02:00
d8f82a9638
Fixed bug in evaluate_steady_state.m that prevents parameter updating
2012-05-10 20:48:44 +02:00
c15123878f
fixed rare bug in Kalman filter when one should switch to steady state
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filter in last period of the sample
2012-05-10 11:09:06 +02:00
41def7caaa
Added the possibility of a user defined configuration file (only for linux users).
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At the end of global_initialization.m the existence of /home/USER/dynare_configuration.m is tested. In case of a positive answer this script is evaluated.
2012-05-09 15:39:58 +02:00
4186a431ff
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
1be5566d89
modify gitignore
2012-05-09 11:46:09 +02:00
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
6103500543
Fixed bug related to the position of the info argument returned by non_linear_dsge_likelihood.
2012-05-04 11:36:27 +02:00
ac2fa68b86
Fixed bug related to the resampling of the particles.
2012-05-04 11:22:17 +02:00
650e67f6b7
fixing but in previous commit
2012-05-01 10:53:23 +02:00
19f939b1cc
when task==1, the function now returns as soon as the eigenvalues have
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been computed. This solves a bug when having used loglinear option
earlier in the *.mod file
2012-05-01 09:49:56 +02:00
d601f173d8
fixing bugs related to recent changes for analytic derivatives
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in estimation
2012-04-30 13:35:36 +02:00
da9ec0f187
Estimation with analytic scores and hessian;
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This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
3332a7f794
Get rid of dsge_likelihood_hh.m in mode_compute=5
2012-04-29 21:18:33 +02:00
bb02c4d6df
Bug fix for univariate KF (nobs was not defined, replaced with pp) + provisions fro eliminating dsge_likelihood_hh function;
2012-04-29 21:18:33 +02:00
bef3377a81
Rename line search function as csminwel1
2012-04-29 21:18:33 +02:00
459744649d
bug fixes: output argument name "lik" and check of no more missing obs
2012-04-29 21:18:33 +02:00
bb94a39c85
When nodisplay=1, the figure has to be set visible before saving and closing, otherwise it is saved as not visible and when users try to open it, the saved figure is invisible (ticket 216).
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The process is so quick that the figure is closed before it is made visible on the screen, so complying with nodisplay requirements, keeping thew whole procedure behind the scenes.
2012-04-29 21:18:33 +02:00
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
4affab31fd
Fixed bugs introduced in 4c255cf2ae
2012-04-27 08:45:22 +02:00
3e5f92a683
Fixed typo and made error message more explicit
2012-04-26 09:01:33 +02:00
c0624738c9
Fixed bug introduced in bda0b1b228
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Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
2012-04-26 08:48:31 +02:00
08894086b0
Revert "Move hardcoded options from UnivariateSpectralDensity.m to global_initialization."
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This reverts commit bda0b1b228
2012-04-26 08:22:15 +02:00
17cfb4f93e
Describe conditional_variance_decomposition in estimation
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Thanks to J. Pfeifer
2012-04-25 13:00:03 +02:00
c59504adba
Added missing codes to print_info.m and fixed typo
2012-04-25 12:03:52 +02:00
9adc972945
Fix typo
2012-04-25 12:03:44 +02:00
39e55cad62
Corrected AIM error codes that got lost when moving to stochastic_solvers
2012-04-25 12:03:33 +02:00
Michel Juillard
Sébastien Villemot
Michel Juillard
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Houtan Bastani
Marco Ratto